考慮信用風險之可轉債評價：股價遵循CEV過程
In order to construct a model to price convertible bonds, a hybrid security with complicated provisions, this study concentrates on the way of depicting the equity and the default process. The Constant Elasticity of Variance model (CEV model) which modifies the assumption of constant volatility to c...
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| Language: | 英文 |
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國立政治大學
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| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0097352006%22. |